+18.0%
MUB vs BAH
+182.5%
-164.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.3% | -4.3% | +4.0% | -0.2% |
| 30D | -1.5% | -4.5% | +2.9% | -1.5% |
| 3M | -1.9% | -7.6% | +5.7% | -1.8% |
| 6M | -1.7% | -10.6% | +8.9% | -1.6% |
| YTD | -0.8% | -12.6% | +11.8% | -0.6% |
| 1Y | +1.5% | -27.0% | +28.5% | +2.0% |
| 3Y | +8.8% | -31.5% | +40.3% | +9.1% |
| 5Y | +2.0% | -3.8% | +5.8% | +1.2% |
| 10Y | +18.0% | +183.9% | -166.0% | +16.8% |
| All | +18.0% | +182.5% | -164.6% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling